Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.50 |
113.57 |
0.07 |
0.1% |
112.61 |
High |
113.80 |
113.68 |
-0.12 |
-0.1% |
113.80 |
Low |
113.40 |
113.32 |
-0.08 |
-0.1% |
112.48 |
Close |
113.58 |
113.46 |
-0.12 |
-0.1% |
113.58 |
Range |
0.40 |
0.36 |
-0.04 |
-10.0% |
1.32 |
ATR |
0.74 |
0.71 |
-0.03 |
-3.7% |
0.00 |
Volume |
755,888 |
375,908 |
-379,980 |
-50.3% |
3,720,731 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.57 |
114.37 |
113.66 |
|
R3 |
114.21 |
114.01 |
113.56 |
|
R2 |
113.85 |
113.85 |
113.53 |
|
R1 |
113.65 |
113.65 |
113.49 |
113.57 |
PP |
113.49 |
113.49 |
113.49 |
113.45 |
S1 |
113.29 |
113.29 |
113.43 |
113.21 |
S2 |
113.13 |
113.13 |
113.39 |
|
S3 |
112.77 |
112.93 |
113.36 |
|
S4 |
112.41 |
112.57 |
113.26 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.25 |
116.73 |
114.31 |
|
R3 |
115.93 |
115.41 |
113.94 |
|
R2 |
114.61 |
114.61 |
113.82 |
|
R1 |
114.09 |
114.09 |
113.70 |
114.35 |
PP |
113.29 |
113.29 |
113.29 |
113.42 |
S1 |
112.77 |
112.77 |
113.46 |
113.03 |
S2 |
111.97 |
111.97 |
113.34 |
|
S3 |
110.65 |
111.45 |
113.22 |
|
S4 |
109.33 |
110.13 |
112.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.80 |
112.55 |
1.25 |
1.1% |
0.56 |
0.5% |
73% |
False |
False |
685,473 |
10 |
113.80 |
110.99 |
2.81 |
2.5% |
0.63 |
0.6% |
88% |
False |
False |
784,497 |
20 |
113.80 |
109.70 |
4.10 |
3.6% |
0.72 |
0.6% |
92% |
False |
False |
836,553 |
40 |
113.80 |
109.65 |
4.15 |
3.7% |
0.74 |
0.6% |
92% |
False |
False |
864,051 |
60 |
113.94 |
109.65 |
4.29 |
3.8% |
0.72 |
0.6% |
89% |
False |
False |
754,385 |
80 |
115.51 |
109.65 |
5.86 |
5.2% |
0.67 |
0.6% |
65% |
False |
False |
566,156 |
100 |
117.80 |
109.65 |
8.15 |
7.2% |
0.62 |
0.5% |
47% |
False |
False |
452,952 |
120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.55 |
0.5% |
43% |
False |
False |
377,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.21 |
2.618 |
114.62 |
1.618 |
114.26 |
1.000 |
114.04 |
0.618 |
113.90 |
HIGH |
113.68 |
0.618 |
113.54 |
0.500 |
113.50 |
0.382 |
113.46 |
LOW |
113.32 |
0.618 |
113.10 |
1.000 |
112.96 |
1.618 |
112.74 |
2.618 |
112.38 |
4.250 |
111.79 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113.50 |
113.40 |
PP |
113.49 |
113.34 |
S1 |
113.47 |
113.29 |
|